Some remarks on comparison of predictors in seemingly unrelated linear mixed models
In this paper, we consider a comparison problem of predictors in the context of linear mixed models. In particular, we assume a set of different seemingly unrelated linear mixed models (SULMMs) allowing correlations among random vectors across the models. Our aim is to establish a variety of equalities and inequalities for comparing covariance matrices of the best linear unbiased predictors (BLUPs) of joint unknown vectors under SULMMs and their combined model. We use the matrix rank and inertia...